Price bias and common practice in option pricing (Q5107617)
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scientific article; zbMATH DE number 7194126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price bias and common practice in option pricing |
scientific article; zbMATH DE number 7194126 |
Statements
Price bias and common practice in option pricing (English)
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28 April 2020
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estimation bias
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information set
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jump-diffusions
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model calibration
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option pricing
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0.86293787
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0.8502862
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0.84608287
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0.84238464
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